I started down the color path with yesterday’s post Palette of Colors from Image %>% ggplot2 %>% rCharts + dimple.js. Although R has lots of tools, such as RColorBrewer and the mentioned rPlotter, javascript does too with Gregor Aisch's chroma.js and this translated-from-Perl color-scheme-js. I figured I should explore these javscript color tools but not in the easy way. ...

R should be mature and dying but now, but it is instead alive and vibrant. I experiment with some of the new developments below. It is probably best to copy/paste the intro below in case you do not see the iframe content. The five purposes of this po...

I use rolling and running functions almost daily with financial time series. In my post A Whole New World with Chains and Pipes, I made this statement I have noticed that rolling analysis with xts can sometimes be slow. as.matrix is my favorite way to ...

In honor of the 4th of July, I thought a quick example of a pie chart on beer using the wonderful new d3pie library would be appropriate. The rCharts binding with d3pie is simply an experiment now, but expect more in the near future. Using slidify...

Open source allows us to do amazing things. Take me for example. I am a below average coder, and I can hack together these incredibly powerful tools to do something like below. Some might naively say that rCharts and ggvis are competitors. Howeve...

I think that the recent shift in the R world to chains and pipes will become permanent. Even if not, this style of code translates well to Javascript and other languages. I thought a finance example exploring Fama/French factors with dplyr, magritt...

In a recent working paper from the prolific AQR Research Factory, the authors seek to dispel ten common myths of momentum investing. To their credit, they use the fine data publicly available from Kenneth French and use fairly simple metrics to make ...

Antti Petajisto got a lot of attention with his research on Active Share and Tracking Error in mutual fund management. While the research is fairly compelling, there is a missing discussion about a potential relationship between the two measures. The...

I admit it looks like I am the only person in the world who has not read Michael Lewis’ Flash Boys. I was more attracted to this fine paper with slightly fewer views than Flash Boys. Baron, Matthew and Brogaard, Jonathan and Kirilenko, Andrei A....